When building my first Arduino Project in 2013, I was connecting MCU Headers using push-wires. I knew it would be better using a cable. I searched the web looking for suitable cables. But they weren't cheap. They came in lengths (and wire counts) that didn't really fit my needs.
So, I started looking for ways to make cables. At one Website (I can't find it now), the author was soldering wires to Headers creating usable cables. Wired plug ends were finished by wrapping with 2-side sticky tape.
I thought this was brilliant! I had to give it a try.
Alas, joy turned to sorrow as my meager soldering skills melted the Headers every time. The result was somewhere between a joke and utter failure.
So I kept using push-wires and living with the problems. But one day it occurred to me, why not connect Headers using wire-wrap? No more melted Headers! I already had a hand-wrap tool and some wire from decades past.
After gathering some Headers and wire, I was able to make a usable cable. It wasn't pretty, but it worked. Here's an image that illustrates the basic steps...
Later I made a Cable-Making-Bench to make this process easier to accomplish.
Using wire-wrapped thru-hole Headers and sticky-tape, I could make exact right (wire-count and length) cables. If I changed Project layout, I could make (longer or shorter) cables to adapt.
It could be worth your while to give this a try on Solderless builds.